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~isPartOf:"Applied economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Portfolio selection"
~subject:"Statistical distribution"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
Statistical distribution
Multivariate Verteilung
61
Multivariate distribution
61
Theorie
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29
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20
Statistische Verteilung
19
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Hernandez, Jose Arreola
3
Hammoudeh, Shawkat
2
Romagnoli, Silvia
2
Shahzad, Syed Jawad Hussain
2
Al-Yahyaee, Khamis Hamed
1
Allen, David E.
1
Almulhim, Tarifa
1
Aloui, Chaker
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Angelo, Claudio F. de
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Ayala, Astrid
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Barbi, Massimiliano
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1
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1
Choe, Geon Ho
1
Contani, Eduardo Augusto do Rosário
1
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1
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1
Ding, Xiaoyi
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Díaz Hernández, Adán
1
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1
Ergen, Ibrahim
1
Fei, Fei
1
Fenger, Christian
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Janabi, Mazin A. M. al
1
Jiang, Cuixia
1
Kalotychou, Elena
1
Karmakar, Madhusudan
1
Karnakar, Madhusudan
1
Krauss, Christopher
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Applied economics
International journal of forecasting
The journal of credit risk : published quarterly by Incisive Media
Insurance / Mathematics & economics
50
Risks : open access journal
18
Journal of banking & finance
17
The North American journal of economics and finance : a journal of financial economics studies
16
SFB 649 discussion paper
13
Economic modelling
12
Energy economics
12
European journal of operational research : EJOR
12
International review of financial analysis
12
Journal of empirical finance
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Finance research letters
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Journal of risk
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Journal of risk and financial management : JRFM
9
Computational economics
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Discussion paper / Tinbergen Institute
8
The European journal of finance
8
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Discussion paper / Center for Economic Research, Tilburg University
6
International journal of theoretical and applied finance
6
Journal of econometrics
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Quantitative finance
6
CentER Discussion Paper Series
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
5
International review of economics & finance : IREF
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Pacific-Basin finance journal
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Scandinavian actuarial journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Agricultural finance review
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Astin bulletin : the journal of the International Actuarial Association
4
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Reihe Quantitative Ökonomie : Ökon
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
Working papers on finance
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Applied economics letters
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ECONIS (ZBW)
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1
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
2
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
3
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
4
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
Saved in:
5
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
6
Vine copulas and fuzzy inference to evaluate the solvency capital requirement of multivariate dependent risks
Araichi, Sawssen
;
Almulhim, Tarifa
- In:
Applied economics
53
(
2021
)
52
,
pp. 6058-6074
Persistent link: https://www.econbiz.de/10012650383
Saved in:
7
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
Saved in:
8
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
9
Regional and copula estimation effects on EU and US energy equity portfolios
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Shahzad, Syed …
- In:
Applied economics
52
(
2020
)
49
,
pp. 5311-5342
Persistent link: https://www.econbiz.de/10012307235
Saved in:
10
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
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